Microsoft says the SQL Server 2005 it's not compatible with Windows 8, but I've run it without problems (only using SP3) except the installation.
After you run the install file SQLExpr.exe
look for a hidden folder recently created in the C drive. Copy the contents to another folder and cancel the installer (or use WinRar to open the file and extract the contents to a temp folder)
After that, find the file sqlncli_x64.msi
in the setup folder, and run it.
Now you are ready the run the setup.exe
file and install SQL server 2005 without errors